Reinsurance Group of America Inc (RGA)
209.80
-0.19
(-0.09%)
USD |
NYSE |
May 31, 16:00
209.54
-0.26
(-0.12%)
Pre-Market: 20:00
Reinsurance Group of America Max Drawdown (5Y): 65.76% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 65.76% |
April 30, 2024 | 65.76% |
March 31, 2024 | 65.76% |
February 29, 2024 | 65.76% |
January 31, 2024 | 65.76% |
December 31, 2023 | 65.76% |
November 30, 2023 | 65.76% |
October 31, 2023 | 65.76% |
September 30, 2023 | 65.76% |
August 31, 2023 | 65.76% |
July 31, 2023 | 65.76% |
June 30, 2023 | 65.76% |
May 31, 2023 | 65.76% |
April 30, 2023 | 65.76% |
March 31, 2023 | 65.76% |
February 28, 2023 | 65.76% |
January 31, 2023 | 65.76% |
December 31, 2022 | 65.76% |
November 30, 2022 | 65.76% |
October 31, 2022 | 65.76% |
September 30, 2022 | 65.76% |
August 31, 2022 | 65.76% |
July 31, 2022 | 65.76% |
June 30, 2022 | 65.76% |
May 31, 2022 | 65.76% |
Date | Value |
---|---|
April 30, 2022 | 65.76% |
March 31, 2022 | 65.76% |
February 28, 2022 | 65.76% |
January 31, 2022 | 65.76% |
December 31, 2021 | 65.76% |
November 30, 2021 | 65.76% |
October 31, 2021 | 65.76% |
September 30, 2021 | 65.76% |
August 31, 2021 | 65.76% |
July 31, 2021 | 65.76% |
June 30, 2021 | 65.76% |
May 31, 2021 | 65.76% |
April 30, 2021 | 65.76% |
March 31, 2021 | 65.76% |
February 28, 2021 | 65.76% |
January 31, 2021 | 65.76% |
December 31, 2020 | 65.76% |
November 30, 2020 | 65.76% |
October 31, 2020 | 65.76% |
September 30, 2020 | 65.76% |
August 31, 2020 | 65.76% |
July 31, 2020 | 65.76% |
June 30, 2020 | 65.76% |
May 31, 2020 | 65.76% |
April 30, 2020 | 65.76% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
21.08%
Minimum
Jun 2019
65.76%
Maximum
Mar 2020
59.16%
Average
65.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Lincoln National Corp | 79.20% |
Prudential Financial Inc | 65.90% |
Primerica Inc | 54.46% |
The Hartford Financial Services Group Inc | 57.58% |
Brighthouse Financial Inc | 76.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.023 |
Beta (5Y) | 0.9214 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.37% |
Historical Sharpe Ratio (5Y) | 0.2034 |
Historical Sortino (5Y) | 0.2457 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.18% |